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PFFD vs. EVPF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFD vs. EVPF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Preferred ETF (PFFD) and Eaton Vance Preferred Securities and Income ETF (EVPF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PFFD

1D
-0.58%
1M
0.16%
YTD
2.29%
6M
2.67%
1Y
7.65%
3Y*
5.10%
5Y*
-0.16%
10Y*

EVPF

1D
0.00%
1M
0.75%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFD vs. EVPF - Yearly Performance Comparison


Correlation

The correlation between PFFD and EVPF is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 6, 2026

0.79

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Return for Risk

PFFD vs. EVPF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFFD
PFFD Risk / Return Rank: 2727
Overall Rank
PFFD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 2828
Sortino Ratio Rank
PFFD Omega Ratio Rank: 2727
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2626
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2727
Martin Ratio Rank

EVPF
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFFD vs. EVPF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) and Eaton Vance Preferred Securities and Income ETF (EVPF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PFFDEVPFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.29

Martin ratioReturn relative to average drawdown

3.81

PFFD vs. EVPF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PFFDEVPFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.13

-0.92

Drawdowns

PFFD vs. EVPF - Drawdown Comparison

The maximum PFFD drawdown since its inception was -30.93%, which is greater than EVPF's maximum drawdown of -2.36%. Use the drawdown chart below to compare losses from any high point for PFFD and EVPF.


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Drawdown Indicators


PFFDEVPFDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-2.36%

-28.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

Current Drawdown

Current decline from peak

-3.68%

-0.17%

-3.51%

Average Drawdown

Average peak-to-trough decline

-6.59%

-0.52%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

Volatility

PFFD vs. EVPF - Volatility Comparison


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Volatility by Period


PFFDEVPFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

7.19%

4.31%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.98%

4.31%

+6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

4.31%

+8.45%

PFFD vs. EVPF - Expense Ratio Comparison

PFFD has a 0.23% expense ratio, which is lower than EVPF's 0.39% expense ratio.


Dividends

PFFD vs. EVPF - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.37%, more than EVPF's 1.08% yield.


PositionTTM202520242023202220212020201920182017
EVPF
Eaton Vance Preferred Securities and Income ETF
1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFD
Global X U.S. Preferred ETF
6.37%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%

Frequently Asked Questions


PFFD and EVPF have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PFFD is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PFFD is cheaper with a 0.23% expense ratio, compared with 0.39% for EVPF.

PFFD has the higher dividend yield at 6.37%, compared with 1.08% for EVPF.

They also come from different issuers: Global X and Eaton Vance. Their fees differ too: 0.23% for PFFD and 0.39% for EVPF.

Portfolio Optimizer

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